CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3787 |
1.3756 |
-0.0031 |
-0.2% |
1.3680 |
| High |
1.3835 |
1.3872 |
0.0037 |
0.3% |
1.3814 |
| Low |
1.3744 |
1.3729 |
-0.0015 |
-0.1% |
1.3510 |
| Close |
1.3753 |
1.3843 |
0.0090 |
0.7% |
1.3723 |
| Range |
0.0091 |
0.0143 |
0.0052 |
57.1% |
0.0304 |
| ATR |
0.0126 |
0.0128 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2,406 |
2,502 |
96 |
4.0% |
10,822 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4244 |
1.4186 |
1.3922 |
|
| R3 |
1.4101 |
1.4043 |
1.3882 |
|
| R2 |
1.3958 |
1.3958 |
1.3869 |
|
| R1 |
1.3900 |
1.3900 |
1.3856 |
1.3929 |
| PP |
1.3815 |
1.3815 |
1.3815 |
1.3829 |
| S1 |
1.3757 |
1.3757 |
1.3830 |
1.3786 |
| S2 |
1.3672 |
1.3672 |
1.3817 |
|
| S3 |
1.3529 |
1.3614 |
1.3804 |
|
| S4 |
1.3386 |
1.3471 |
1.3764 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4594 |
1.4463 |
1.3890 |
|
| R3 |
1.4290 |
1.4159 |
1.3807 |
|
| R2 |
1.3986 |
1.3986 |
1.3779 |
|
| R1 |
1.3855 |
1.3855 |
1.3751 |
1.3921 |
| PP |
1.3682 |
1.3682 |
1.3682 |
1.3715 |
| S1 |
1.3551 |
1.3551 |
1.3695 |
1.3617 |
| S2 |
1.3378 |
1.3378 |
1.3667 |
|
| S3 |
1.3074 |
1.3247 |
1.3639 |
|
| S4 |
1.2770 |
1.2943 |
1.3556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3872 |
1.3683 |
0.0189 |
1.4% |
0.0120 |
0.9% |
85% |
True |
False |
2,299 |
| 10 |
1.3872 |
1.3446 |
0.0426 |
3.1% |
0.0125 |
0.9% |
93% |
True |
False |
1,977 |
| 20 |
1.3872 |
1.3411 |
0.0461 |
3.3% |
0.0122 |
0.9% |
94% |
True |
False |
1,387 |
| 40 |
1.3872 |
1.2864 |
0.1008 |
7.3% |
0.0133 |
1.0% |
97% |
True |
False |
1,037 |
| 60 |
1.3872 |
1.2864 |
0.1008 |
7.3% |
0.0125 |
0.9% |
97% |
True |
False |
739 |
| 80 |
1.4088 |
1.2864 |
0.1224 |
8.8% |
0.0107 |
0.8% |
80% |
False |
False |
557 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0086 |
0.6% |
74% |
False |
False |
447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4480 |
|
2.618 |
1.4246 |
|
1.618 |
1.4103 |
|
1.000 |
1.4015 |
|
0.618 |
1.3960 |
|
HIGH |
1.3872 |
|
0.618 |
1.3817 |
|
0.500 |
1.3801 |
|
0.382 |
1.3784 |
|
LOW |
1.3729 |
|
0.618 |
1.3641 |
|
1.000 |
1.3586 |
|
1.618 |
1.3498 |
|
2.618 |
1.3355 |
|
4.250 |
1.3121 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3829 |
1.3823 |
| PP |
1.3815 |
1.3804 |
| S1 |
1.3801 |
1.3784 |
|